CVS Health Jensen Alpha 
CVS  USA Stock  Earning Report: February 12, 2020 
Symbol 
 =  0.2678 
ER[a]  =  Expected return on investing in CVS Health 
ER[b]  =  Expected return on market index or selected benchmark 
BETA  =  Beta coefficient between CVS Health and the market 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Jensen Alpha Comparison
CVS Health Corporation is rated below average in jensen alpha category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 29.04 of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for CVS Health Corporation is roughly 29.04
Jensen Alpha 

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CVS Health Technical Signals
All CVS Health Technical Indicators
Cycle Indicators  
Math Operators  
Math Transform  
Momentum Indicators  
Overlap Studies  
Pattern Recognition  
Price Transform  
Statistic Functions  
Volatility Indicators  
Volume Indicators 
Risk Adjusted Performance  0.1038  
Market Risk Adjusted Performance  (1.06)  
Mean Deviation  0.8842  
Semi Deviation  0.7735  
Downside Deviation  1.04  
Coefficient Of Variation  477.21  
Standard Deviation  1.19  
Variance  1.41  
Information Ratio  0.0902  
Jensen Alpha  0.2678  
Total Risk Alpha  (0.1)  
Sortino Ratio  0.1025  
Treynor Ratio  (1.07)  
Maximum Drawdown  7.78  
Value At Risk  (1.41)  
Potential Upside  1.76  
Downside Variance  1.09  
Semi Variance  0.5983  
Expected Short fall  (0.98)  
Skewness  0.9286  
Kurtosis  4.15 